Related papers: Analysis of Distributed ADMM Algorithm for Consens…

In this paper, we study the local convergence of the standard ADMM scheme for a class of nonconvex composite problems arising from modern imaging and machine learning models. This problem is constrained by a closed convex set, while its…

This study addresses a distributed optimization with a novel class of coupling of variables, called clique-wise coupling. A clique is a node set of a complete subgraph of an undirected graph. This setup is an extension of pairwise coupled…

This paper proposes a fully distributed reactive power optimization algorithm that can obtain the global optimum of non-convex problems for distribution networks without a central coordinator. Second-order cone (SOC) relaxation is used to…

In this paper, we develop a symmetric accelerated stochastic Alternating Direction Method of Multipliers (SAS-ADMM) for solving separable convex optimization problems with linear constraints. The objective function is the sum of a possibly…

Modern large-scale finite-sum optimization relies on two key aspects: distribution and stochastic updates. For smooth and strongly convex problems, existing decentralized algorithms are slower than modern accelerated variance-reduced…

This paper addresses the challenge of localization in federated settings, which are characterized by distributed data, non-convexity, and non-smoothness. To tackle the scalability and outlier issues inherent in such environments, we propose…

Stochastic optimization algorithms using exponential moving averages of the past gradients, such as ADAM, RMSProp and AdaGrad, have been having great successes in many applications, especially in training deep neural networks. ADAM in…

In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

We introduce a distributed algorithm, termed noise-robust distributed maximum consensus (RD-MC), for estimating the maximum value within a multi-agent network in the presence of noisy communication links. Our approach entails redefining the…

Alternating direction method of multiplier (ADMM) is a powerful method to solve decentralized convex optimization problems. In distributed settings, each node performs computation with its local data and the local results are exchanged…

This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…

In this paper, a stochastic alternating direction method of multipliers (ADMM) is proposed for a class of nonsmooth composite and stochastic convex optimization problems in Hilbert space, motivated by optimization problems constrained by…

Based on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a…

In this paper a novel distributed algorithm for blind macro calibration in sensor networks based on output synchronization is proposed. The algorithm is formulated as a set of gradient-type recursions for estimating parameters of sensor…

In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

We consider several problems in the field of distributed optimization and hypothesis testing. We show how to obtain convergence times for these problems that scale linearly with the total number of nodes in the network by using a recent…

In the past few years, the problem of distributed consensus has received a lot of attention, particularly in the framework of ad hoc sensor networks. Most methods proposed in the literature address the consensus averaging problem by…

In distributed optimization and federated learning, asynchronous alternating direction method of multipliers (ADMM) serves as an attractive option for large-scale optimization, data privacy, straggler nodes and variety of objective…

In modern data science problems, techniques for extracting value from big data require performing large-scale optimization over heterogenous, irregularly structured data. Much of this data is best represented as multi-relational graphs,…

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…